COPP vs. HG=F

Last updated Jul 14, 2026

COPP (Sprott Copper Miners ETF) is Copper fund tracking the Nasdaq Sprott Copper Miners Index, while HG=F (Copper) is an asset.

Performance

COPP vs. HG=F - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sprott Copper Miners ETF (COPP) and Copper (HG=F). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

COPP

• 1D: -2.89%
• 1M: -12.73%
• 6M: -4.48%
• YTD: 6.15%
• 1Y: 62.04%
• 3Y*: —
• 5Y*: —
• 10Y*: —

HG=F

• 1D: —
• 1M: —
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

COPP vs. HG=F - Yearly Performance Comparison

	2026 (YTD)	2025	2024
COPP Sprott Copper Miners ETF	6.15%	74.02%	4.25%
HG=F Copper	0.00%	0.00%	0.00%

Return for Risk

COPP vs. HG=F — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

COPP

COPP Risk / Return Rank: 49
COPP Sharpe Ratio Rank: 50
COPP Sortino Ratio Rank: 46
COPP Omega Ratio Rank: 46
COPP Calmar Ratio Rank: 54
COPP Martin Ratio Rank: 49

HG=F

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

COPP vs. HG=F - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprott Copper Miners ETF (COPP) and Copper (HG=F). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	COPP	HG=F	Difference
Sharpe ratio: Return per unit of total volatility	1.38	—	—
Sortino ratio: Return per unit of downside risk	1.87	—	—
Omega ratio: Gain probability vs. loss probability	1.24	—	—
Calmar ratio: Return relative to maximum drawdown	2.16	—	—
Martin ratio: Return relative to average drawdown	6.56	—	—

Drawdowns

Drawdown Indicators

	COPP	HG=F	Difference
Max Drawdown Largest peak-to-trough decline	-44.37%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-28.91%	—	—
Current Drawdown Current decline from peak	-19.15%	—	—
Average Drawdown Average peak-to-trough decline	-13.99%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	9.49%	—	—

Volatility

Volatility by Period

	COPP	HG=F	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.88%	—	—
Volatility (6M) Calculated over the trailing 6-month period	39.55%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	45.42%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	41.62%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	41.62%	—	—